F. Confortola

Available identifiers

zbMath Open confortola.fulviaMaRDI QIDQ303969

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6154368	2024-02-15	Paper
Progressively Enlargement of Filtrations and Control Problems for Step Processes	2021-12-23	Paper
Optimal control for stochastic Volterra equations with multiplicative Lévy noise	2020-05-12	Paper
Backward SDEs and infinite horizon stochastic optimal control	2020-04-29	Paper
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions	2019-09-19	Paper
\(L^p\) solution of backward stochastic differential equations driven by a marked point process	2018-12-21	Paper
Linear-quadratic optimal control under non-Markovian switching	2018-03-14	Paper
Optimal control of semi-Markov processes with a backward stochastic differential equations approach	2017-04-28	Paper
Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control	2016-08-23	Paper
Feedback optimal control for stochastic Volterra equations with completely monotone kernels	2015-11-02	Paper
Filtering of continuous-time Markov chains with noise-free observation and applications	2014-04-25	Paper
Optimal control for stochastic heat equation with memory	2014-03-11	Paper
Backward stochastic differential equations associated to jump Markov processes and applications	2014-02-06	Paper
Backward stochastic differential equations and optimal control of marked point processes	2014-01-27	Paper
Optimal control for stochastic Volterra equations with completely monotone kernels	2012-08-10	Paper
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.	2009-11-20	Paper
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators	2008-09-22	Paper
Optimal control of stochastic differential equations with dynamical boundary conditions	2008-06-17	Paper
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces	2008-04-28	Paper
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity	2007-05-03	Paper
DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS	2006-05-03	Paper
Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels	N/A	Paper

Research outcomes over time

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